By train
Several trains a day run on the scenic West Highland Railway from Glasgow Queen Street Station to Fort William. These trains usually split at Crianlarich, with one section going to Oban and one to Mallaig - thus they may be announced as destined for Oban, but part of the train will actually get you to Mallaig. Make sure you are sitting in the right section!
The route take you through spectacular mountainous scenery, offering some of the best views of Scotland that you can enjoy without actually having to do any hiking. Trains cross the remote Rannoch Moor, and north of Fort William, the line crosses the spectacular Glenfinnan Viaduct, a hundred-year-old stone arched rail bridge which was brought to fame in the Harry Potter movies the bridge also features on the Bank of Scotland £10 note. Sit on the left of the train for the best views.
In summer, the West Coast Railway company runs a special steam train service along this line to Mallaig, which is popular with tourists and day-trippers, especially due to the associations with the Harry Potter franchise.
By ship
Caledonian MacBrayne "CalMac" run most of the Scottish ferries, with more running in summer than winter.
From Mallaig they go to the Small Isles: Rum, Eigg, Muck and Canna most days.
In summer several carferries a day run to Armadale on Skye, but in winter this service is reduced to two sailings a day, Monday to Friday.